Journal of Nonparametric Statistics

Papers
(The median citation count of Journal of Nonparametric Statistics is 0. The table below lists those papers that are above that threshold based on CrossRef citation counts [max. 250 papers]. The publications cover those that have been published in the past four years, i.e., from 2021-04-01 to 2025-04-01.)
ArticleCitations
Minimax estimation in multi-task regression under low-rank structures30
Nonparametric estimation of isotropic covariance function21
Stochastic feature selection with annealing and its applications to streaming data11
Nonparametric Bayes multiresolution testing for high-dimensional rare events8
Model-free prediction of time series: a nonparametric approach7
Bias reduction by transformed flat-top Fourier series estimator of density on compact support7
A median test for functional data6
Regression estimation for continuous-time functional data processes with missing at random response6
Conditional symmetry test based on empirical characteristic function6
Uniform almost sure convergence and asymptotic distribution of the wavelet-based estimators of partial derivatives of multivariate density function under weak dependence5
A phase-II change-point-based distribution-free scheme for monitoring of three process aspects5
On a projection estimator of the regression function derivative5
A semiparametric Bayesian approach to epidemics, with application to the spread of the coronavirus MERS in South Korea in 20154
Hilbertian additive regression with parametric help4
A nonparametric Bayesian item response modelling approach for clustering items and individuals simultaneously4
Nonparametric estimation of highest density regions for COVID-194
Robust oracle estimation and uncertainty quantification for possibly sparse quantiles4
New estimation for heteroscedastic single-index measurement error models4
Estimation of the distribution and density functions using Bernstein polynomials under weak dependence4
Asymptotic and finite sample properties of Hill-type estimators in the presence of errors in observations3
Nonparametric estimation of linear multiplier in SDEs driven by general Gaussian processes3
Improvement on LASSO-type estimator in nonparametric regression3
Kernel regression for cause-specific hazard models with nonparametric covariate functions3
Semi-parametric estimation of incubation and generation times by means of Laguerre polynomials3
Asymptotic behaviour of the portmanteau tests in an integer-valued AR model3
Nonparametric estimation of functional dynamic factor model3
Complete f -moment convergence for m -asymptotic negatively associated random variables and related statistical applications3
Robust covariance estimation with noisy high-frequency financial data3
Nonparametric estimation and inference for spatiotemporal epidemic models3
The stochastic convergence of Bernstein polynomial estimators in a triangular array2
Integrated log-rank test2
Subgroup detection in the heterogeneous partially linear additive Cox model2
Tracking full posterior in online Bayesian classification learning: a particle filter approach2
Joint parametric specification checking of conditional mean and volatility in time series models with martingale difference innovations2
Asymptotic normality of kernel density estimation for mixing high-frequency data2
Nonparametric inference about increasing odds rate distributions2
Nonparametric estimation of risk ratios for bivariate data2
Variance function estimation in regression model via aggregation procedures2
The test of exponentiality based on the mean residual life function revisited2
The generalised MLE with truncated interval-censored data2
Penalised estimation of partially linear additive zero-inflated Bernoulli regression models2
Another look at halfspace depth: flag halfspaces with applications2
Kernel density estimation for a stochastic process with values in a Riemannian manifold2
Generalised local polynomial estimators of smooth functionals of a distribution function with nonnegative support2
Group inference of high-dimensional single-index models2
Bayesian nonparametric mixture of experts for inverse problems2
A bootstrap functional central limit theorem for time-varying linear processes2
Nonparametric needlet estimation for partial derivatives of a probability density function on thed-torus2
A process of dependent quantile pyramids2
Asymptotic properties of the normalised discrete associated-kernel estimator for probability mass function1
Home-range estimation under a restricted sample scheme1
Estimating restricted mean treatment effects with additive-multiplicative hazards models1
Transformation tests and their asymptotic power in two-sample comparisons1
Empirical likelihood for the analysis of experimental designs1
Partial linear quantile regression model with incompletely observed functional covariates1
Jackknife empirical likelihood for the correlation coefficient with multiplicative distortion measurement errors1
Modified martingale difference correlations1
Two-stage local rank estimation for generalised partially linear varying-coefficient models1
Local linear estimation and plug-in bandwidth selection for the ratio of two hazard rate functions1
Uniform convergence rates and automatic variable selection in nonparametric regression with functional and categorical covariates1
The A-optimal subsampling approach to the analysis of count data of massive size1
Equivalence between constrained optimal smoothing and Bayesian estimation1
Detecting the complexity of a functional time series1
Symmetric smoothed bootstrap methods for ranked set samples1
Testing axial symmetry by means of integrated rank scores1
On sufficient dimension reduction via principal asymmetric least squares1
Density derivative estimation using asymmetric kernels1
Model fitting using partially ranked data1
Regression analysis of mixed panel count data with dependent observation processes1
The hazard level set1
Regression analysis of multiplicative hazards model with time-dependent coefficient for sparse longitudinal covariates1
Nonparametric relative error estimation of the regression function for left truncated and right censored time series data1
Improved estimation of hazard function when failure information is missing not at random1
Test of dominance relations based on kernel smoothing method1
Wasserstein filter for variable screening in binary classification in the reproducing kernel Hilbert space1
Nonparametric inference for interval data using kernel methods1
Statistical inference for ARMA time series with moving average trend1
Functional linear model with partially observed covariate and missing values in the response1
An optimal sequential design in ethical allocation with an adaptive interim analysis1
Decomposition and reproducing property of local polynomial equivalent kernels in varying coefficient models1
IPCW approach for testing independence1
Nonparametric regression with responses missing at random and the scale depending on auxiliary covariates1
Exponentially weighted averaging of varying-coefficient partially linear models1
The improved correlation coefficient of Chatterjee1
Editorial0
Partially linear functional quantile regression in a reproducing kernel Hilbert space0
Bayesian semi-parametric estimation of compound inhomogeneous Poisson processes for ultra-high frequency financial transaction data0
Regression analysis of multivariate interval-censored failure time data with a cured subgroup and informative censoring0
Jackknife empirical likelihood for the lower-mean ratio0
Truncation data analysis for the under-reporting probability in COVID-19 pandemic0
Reweighted and circularised Anderson-Darling tests of goodness-of-fit0
A scalable quasi-Newton estimation algorithm for dynamic generalised linear models0
Linear-quadratic Tobit regression model with a change point due to a covariate threshold0
Scaling by subsampling for big data, with applications to statistical learning0
A simple nonparametric least-squares-based causal inference for heterogeneous treatment effects0
Sparse kernel sufficient dimension reduction0
Threshold selection for extremal index estimation0
Feature screening for case-cohort studies in the presence of interval censoring0
Weighted rank estimation of nonparametric transformation models with case-1 and case-2 interval-censored failure time data0
Nonparametric estimation of expectile regression in functional dependent data0
A U-statistic-based test of treatment effect heterogeneity0
Efficient nonparametric estimation of generalised autocovariances0
Boundary-adaptive kernel density estimation: the case of (near) uniform density0
Consistency of the simple mode of a density for spatial processes0
Testing bivariate symmetry0
Persistent homology based goodness-of-fit tests for spatial tessellations0
A powerful nonparametric test of the effect of dementia duration on mortality0
Augmented inverse probability weighted estimation for conditional treatment effect0
On the extensions of the Chatterjee-Spearman test0
A robust estimation based on penalised regularisation for the varying-coefficient additive model0
Approximate tolerance intervals for nonparametric regression models0
Estimation and inference in functional varying-coefficient single-index quantile regression models0
Cramér-von-Mises tests for the distribution of the excess over a confidence level0
Partial causal identification for right censored data with noncompliance0
Some multivariate goodness of fit tests based on data depth0
Penalized variable selection with broken adaptive ridge regression for semi-competing risks data0
A general semi-parametric elliptical distribution model for semi-supervised learning0
Empirical likelihood based confidence regions for functional of copulas0
On the uniform-in-bandwidth consistency of the general conditionalU-statistics based on the copula representation0
Inference for ARMA time series with mildly varying trend0
On the asymptotic properties of some kernel estimators for continuous-time semi-Markov processes0
Regularisation and central limit theorems for an inverse problem in network sampling applications0
An adaptive test based on Kendall's tau for independence in high dimensions0
Introduction to the special issue on Data Science for COVID-190
Binary disease prediction using tail quantiles of the distribution of continuous biomarkers0
A revisit to Bai–Saranadasa's two-sample test0
Estimation of linear transformation cure models with informatively interval-censored failure time data0
Choosing shape parameters for regression in reproducing kernel Hilbert space and variable selection0
The scalar-on-function modal regression for functional time series data0
An adaptive test of the independence of high-dimensional data based on Kendall rank correlation coefficient0
On estimation of covariance function for functional data with detection limits0
Functional data analysis with rough sample paths?0
Model checks for two-sample location-scale0
Model-based statistical depth with applications to functional data0
Kernel density estimation for circular data: a Fourier series-based plug-in approach for bandwidth selection0
Oracle-efficient estimation for the mean function of missing covariate data based on noparametrically estimated selection probabilities0
A Spearman dependence matrix for multivariate functional data0
Combining dependent tests based on data depth with applications to the two-sample problem for data of arbitrary types0
Oracle inequalities and upper bounds for kernel density estimators on manifolds and more general metric spaces0
Constrained quantile regression and heteroskedasticity0
Robust estimation of sparse precision matrix using adaptive weighted graphical lasso approach0
Nonparametric quantile regression with missing data using local estimating equations0
Wavelet estimation for the nonparametric additive model in random design and long-memory dependent errors0
Generalised regression estimators for average treatment effect with multicollinearity in high-dimensional covariates0
Good-bootstrap: simultaneous confidence intervals for large alphabet distributions0
Robust estimation for partial linear single-index models0
Errors-in-variables regression for mixed Euclidean and non-Euclidean predictors0
Strong law for randomly weighted sums of WOD random variables and application to nonparametric regression models0
Generalized ordinal patterns in discrete-valued time series: nonparametric testing for serial dependence0
Nonparametric tests for detection of high dimensional outliers0
Nonparametric estimation of the conditional survival function with double smoothing0
A class of nonparametric tests for the two-sample problem based on order statistics0
A nonparametric procedure for linear and nonlinear variable screening0
On the consistency of a random forest algorithm in the presence of missing entries0
A varying coefficient model with matrix valued covariates0
Varying coefficient single-index regression model with missing responses under rank-based modelling0
Statistical inference for innovation distribution in ARMA and multi-step-ahead prediction via empirical process0
A modified Nadaraya–Watson procedure for variable selection and nonparametric prediction with missing data0
Robust sufficient dimension reduction via α -distance covariance0
Functional index coefficient models for locally stationary time series0
Maximum approximate Bernstein likelihood estimation in a two-sample semiparametric model0
Permutation mask: a combined gradient sparsification for federated learning0
Generalized fiducial inference for the GEV change-point model0
Model-based bootstrap for detection of regional quantile treatment effects0
Nonparametric homogeneity pursuit in functional-coefficient models0
Recursive kernel estimator in a semiparametric regression model0
Spectral-norm risk rates for multi-taper estimation of Gaussian processes0
Inference on semi-parametric transformation model with a pairwise likelihood based on left-truncated and interval-censored data0
Nonparametric regression with nonignorable missing covariates and outcomes using bounded inverse weighting0
A nonparametric discontinuity test of density using a beta kernel0
Kernel estimation for quadratic functional of long memory linear processes with infinite variance0
Consistency of a nonparametric least squares estimator in integer-valued GARCH models0
Asymptotic properties of neural network sieve estimators0
Efficient estimation in heteroscedastic single-index models0
Testing for the expected number of exceedances in strongly dependent seasonal time series0
Trajectory clustering with adjustment for time-varying covariate effects0
A novel framework for online supervised learning with feature selection0
Permutation-based inference for function-on-scalar regression with an application in PET brain imaging0
A double exponential gamma-frailty model for clustered survival data0
Tests for equality of several mean vector functions for multivariate functional data with applications0
Graphical representations and associated goodness-of-fit tests for Pareto and log-normal distributions based on inequality curves0
The uniform CLT for the empirical estimator of countable state space semi-Markov kernels indexed by functions with applications0
Recursive asymmetric kernel density estimation for nonnegative data0
Clustering of high-dimensional observations0
Multivariate density estimation from privatised data: universal consistency and minimax rates0
A maximum entropy copula model for mixed data: representation, estimation and applications0
Local linear estimators for reflected diffusions0
Checking normality of model errors under additive distortion measurement errors0
Approximate Bayesian computation with semiparametric density ratio model0
Fighting selection bias in statistical learning: application to visual recognition from biased image databases0
A law of the iterated logarithm for error density estimator in censored linear regression0
Enhanced doubly robust estimation with concave link functions for estimands in clinical trials0
A novel framework for joint sparse clustering and alignment of functional data0
A high-dimensional test for the k-sample Behrens–Fisher problem0
Nonparametric screening for additive quantile regression in ultra-high dimension0
TSSS: a novel triangulated spherical spline smoothing for surface-based data0
Data-driven resistant kernel regression0
PROFIT: projection-based test in longitudinal functional data0
Estimating POT second-order parameter for bias correction0
Extended Glivenko–Cantelli theorem and L1 strong consistency of innovation density estimator for time-varying semiparametric ARCH model0
Adaptive and efficient isotonic estimation in Wicksell's problem0
Nonparametric instrument model averaging0
Goodness-of-fit test for count distributions with finite second moment0
Minimum profile Hellinger distance estimation for single-index models0
Sequential and simultaneous distance-based dimension reduction0
Stone's theorem for distributional regression in Wasserstein distance0
Nonparametric estimation of periodic signal disturbed by α-stable noises0
Estimation and inference for partial linear regression surfaces using monotone warped-plane splines0
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